Fractal boundaries of basin of attraction of Newton-Raphson method in helicopter trim

A key problem in helicopter aeroelastic analysis is the enormous computational time required for a numerical solution of the nonlinear system of algebraic equations required for trim, particularly when free wake models are used. Trim requires calculation of the main rotor and tail rotor controls and the vehicle attitude which leads to the six steady forces and moments about the helicopter center of gravity to be zero. An appropriate initial estimate of the trim state is needed for successful helicopter trim. This study aims to determine the control inputs that can have considerable effect on the convergence of trim solution in the aeroelastic analysis of helicopter rotors by investigating the basin of attraction of the nonlinear equations (set of initial guess points from which the nonlinear equations converge). It is illustrated that the three main rotor pitch controls of collective pitch, longitudinal cyclic pitch and lateral cyclic pitch have a significant contribution to the convergence of the trim solution. Trajectories of the Newton iterates are shown and some ideas for accelerating the convergence of a trim solution in the aeroelastic analysis of helicopters are proposed. It is found that the basins of attraction can have fractal boundaries. (C) 2010 Elsevier Ltd. All rights reserved.

Substitution-newton-Raphson method for the solution of electric network equations

The power flow problem, in transmission networks, has been well solved, for most cases, using Newton-Raphson method (NR) and its decoupled versions. Generally speaking, the solution of a non-linear system of equations refers to two methods: NR and Successive Substitution. The proposal of this paper is to evaluate the potential of the Substitution-Newton-Raphson Method (SNR), which combines both methods, on the solution of the power flow problem. Simulations were performed using a two-bus test network in order to observe the characteristics of these methods. It was verified that the NR is faster than SNR, in terms of convergence, considering non-stressed scenarios. For those cases where the power flow in the network is closed to the limits (stressed system), the SNR converges faster. This paper presents the power flow formulation of the SNR and describes its potential for its application in special cases such as stressed scenarios. © 2006 IEEE.

Um modelo de linha de transmissão bifásica desenvolvido diretamente no domínio das fases

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modelo analítico para linhas de transmissão de energia elétrica: aplicação em linhas trifásicas com plano de simetria vertical

Pós-graduação em Engenharia Elétrica - FEIS

Métodos numéricos para encontrar zeros de funções: aplicações para o Ensino Médio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Problemas inversos em engenharia financeira: regularização com critério de entropia

Esta dissertação aplica a regularização por entropia máxima no problema inverso de apreçamento de opções, sugerido pelo trabalho de Neri e Schneider em 2012. Eles observaram que a densidade de probabilidade que resolve este problema, no caso de dados provenientes de opções de compra e opções digitais, pode ser descrito como exponenciais nos diferentes intervalos da semireta positiva. Estes intervalos são limitados pelos preços de exercício. O critério de entropia máxima é uma ferramenta poderosa para regularizar este problema mal posto. A família de exponencial do conjunto solução, é calculado usando o algoritmo de Newton-Raphson, com limites específicos para as opções digitais. Estes limites são resultados do princípio de ausência de arbitragem. A metodologia foi usada em dados do índice de ação da Bolsa de Valores de São Paulo com seus preços de opções de compra em diferentes preços de exercício. A análise paramétrica da entropia em função do preços de opções digitais sínteticas (construídas a partir de limites respeitando a ausência de arbitragem) mostraram valores onde as digitais maximizaram a entropia. O exemplo de extração de dados do IBOVESPA de 24 de janeiro de 2013, mostrou um desvio do princípio de ausência de arbitragem para as opções de compra in the money. Este princípio é uma condição necessária para aplicar a regularização por entropia máxima a fim de obter a densidade e os preços. Nossos resultados mostraram que, uma vez preenchida a condição de convexidade na ausência de arbitragem, é possível ter uma forma de smile na curva de volatilidade, com preços calculados a partir da densidade exponencial do modelo. Isto coloca o modelo consistente com os dados do mercado. Do ponto de vista computacional, esta dissertação permitiu de implementar, um modelo de apreçamento que utiliza o princípio de entropia máxima. Três algoritmos clássicos foram usados: primeiramente a bisseção padrão, e depois uma combinação de metodo de bisseção com Newton-Raphson para achar a volatilidade implícita proveniente dos dados de mercado. Depois, o metodo de Newton-Raphson unidimensional para o cálculo dos coeficientes das densidades exponenciais: este é objetivo do estudo. Enfim, o algoritmo de Simpson foi usado para o calculo integral das distribuições cumulativas bem como os preços do modelo obtido através da esperança matemática.

Shear behavior of reinforced concrete slabs under concentrated load: an investigation through Sequentially Linear Analysis

ABSTRACT (italiano) Con crescente attenzione riguardo al problema della sicurezza di ponti e viadotti esistenti nei Paesi Bassi, lo scopo della presente tesi è quello di studiare, mediante la modellazione con Elementi Finiti ed il continuo confronto con risultati sperimentali, la risposta in esercizio di elementi che compongono infrastrutture del genere, ovvero lastre in calcestruzzo armato sollecitate da carichi concentrati. Tali elementi sono caratterizzati da un comportamento ed una crisi per taglio, la cui modellazione è, da un punto di vista computazionale, una sfida piuttosto ardua, a causa del loro comportamento fragile combinato a vari effetti tridimensionali. La tesi è incentrata sull'utilizzo della Sequentially Linear Analysis (SLA), un metodo di soluzione agli Elementi Finiti alternativo rispetto ai classici approcci incrementali e iterativi. Il vantaggio della SLA è quello di evitare i ben noti problemi di convergenza tipici delle analisi non lineari, specificando direttamente l'incremento di danno sull'elemento finito, attraverso la riduzione di rigidezze e resistenze nel particolare elemento finito, invece dell'incremento di carico o di spostamento. Il confronto tra i risultati di due prove di laboratorio su lastre in calcestruzzo armato e quelli della SLA ha dimostrato in entrambi i casi la robustezza del metodo, in termini di accuratezza dei diagrammi carico-spostamento, di distribuzione di tensioni e deformazioni e di rappresentazione del quadro fessurativo e dei meccanismi di crisi per taglio. Diverse variazioni dei più importanti parametri del modello sono state eseguite, evidenziando la forte incidenza sulle soluzioni dell'energia di frattura e del modello scelto per la riduzione del modulo elastico trasversale. Infine è stato effettuato un paragone tra la SLA ed il metodo non lineare di Newton-Raphson, il quale mostra la maggiore affidabilità della SLA nella valutazione di carichi e spostamenti ultimi insieme ad una significativa riduzione dei tempi computazionali. ABSTRACT (english) With increasing attention to the assessment of safety in existing dutch bridges and viaducts, the aim of the present thesis is to study, through the Finite Element modeling method and the continuous comparison with experimental results, the real response of elements that compose these infrastructures, i.e. reinforced concrete slabs subjected to concentrated loads. These elements are characterized by shear behavior and crisis, whose modeling is, from a computational point of view, a hard challenge, due to their brittle behavior combined with various 3D effects. The thesis is focused on the use of Sequentially Linear Analysis (SLA), an alternative solution technique to classical non linear Finite Element analyses that are based on incremental and iterative approaches. The advantage of SLA is to avoid the well-known convergence problems of non linear analyses by directly specifying a damage increment, in terms of a reduction of stiffness and strength in the particular finite element, instead of a load or displacement increment. The comparison between the results of two laboratory tests on reinforced concrete slabs and those obtained by SLA has shown in both the cases the robustness of the method, in terms of accuracy of load-displacements diagrams, of the distribution of stress and strain and of the representation of the cracking pattern and of the shear failure mechanisms. Different variations of the most important parameters have been performed, pointing out the strong incidence on the solutions of the fracture energy and of the chosen shear retention model. At last a confrontation between SLA and the non linear Newton-Raphson method has been executed, showing the better reliability of the SLA in the evaluation of the ultimate loads and displacements, together with a significant reduction of computational times.

A simulation-based large deflection and inelastic analysis of steel frames under fire

This paper presents an accurate and robust geometric and material nonlinear formulation to predict structural behaviour of unprotected steel members at elevated temperatures. A fire analysis including large displacement effects for frame structures is presented. This finite element formulation of beam-column elements is based on the plastic hinge approach to model the elasto-plastic strain-hardening material behaviour. The Newton-Raphson method allowing for the thermal-time dependent effect was employed for the solution of the non-linear governing equations for large deflection in thermal history. A combined incremental and total formulation for determining member resistance is employed in this nonlinear solution procedure for the efficient modeling of nonlinear effects. Degradation of material strength with increasing temperature is simulated by a set of temperature-stress-strain curves according to both ECCS and BS5950 Part 8, which implicitly allows for creep deformation. The effects of uniform or non-uniform temperature distribution over the section of the structural steel member are also considered. Several numerical and experimental verifications are presented.

Performance-based structural fire design of steel frames using conventional computer software

Fire incident in buildings is common, so the fire safety design of the framed structure is imperative, especially for the unprotected or partly protected bare steel frames. However, software for structural fire analysis is not widely available. As a result, the performance-based structural fire design is urged on the basis of using user-friendly and conventional nonlinear computer analysis programs so that engineers do not need to acquire new structural analysis software for structural fire analysis and design. The tool is desired to have the capacity of simulating the different fire scenarios and associated detrimental effects efficiently, which includes second-order P-D and P-d effects and material yielding. Also the nonlinear behaviour of large-scale structure becomes complicated when under fire, and thus its simulation relies on an efficient and effective numerical analysis to cope with intricate nonlinear effects due to fire. To this end, the present fire study utilizes a second order elastic/plastic analysis software NIDA to predict structural behaviour of bare steel framed structures at elevated temperatures. This fire study considers thermal expansion and material degradation due to heating. Degradation of material strength with increasing temperature is included by a set of temperature-stress-strain curves according to BS5950 Part 8 mainly, which implicitly allows for creep deformation. This finite element stiffness formulation of beam-column elements is derived from the fifth-order PEP element which facilitates the computer modeling by one member per element. The Newton-Raphson method is used in the nonlinear solution procedure in order to trace the nonlinear equilibrium path at specified elevated temperatures. Several numerical and experimental verifications of framed structures are presented and compared against solutions in literature. The proposed method permits engineers to adopt the performance-based structural fire analysis and design using typical second-order nonlinear structural analysis software.

On numerical implementation of an isotropic elastic-viscoplastic constitutive model for bulk metallic glasses

An efficient algorithm within the finite deformation framework is developed for finite element implementation of a recently proposed isotropic, Mohr-Coulomb type material model, which captures the elastic-viscoplastic, pressure sensitive and plastically dilatant response of bulk metallic glasses. The constitutive equations are first reformulated and implemented using an implicit numerical integration procedure based on the backward Euler method. The resulting system of nonlinear algebraic equations is solved by the Newton-Raphson procedure. This is achieved by developing the principal space return mapping technique for the present model which involves simultaneous shearing and dilatation on multiple potential slip systems. The complete stress update algorithm is presented and the expressions for viscoplastic consistent tangent moduli are derived. The stress update scheme and the viscoplastic consistent tangent are implemented in the commercial finite element code ABAQUS/Standard. The accuracy and performance of the numerical implementation are verified by considering several benchmark examples, which includes a simulation of multiple shear bands in a 3D prismatic bar under uniaxial compression.

Large deformation finite element analysis of laminated circular composite plates

A 48 d.o.f., four-noded quadrilateral laminated composite shell finite element is particularised to a sector finite element and is used for the large deformation analysis of circular composite laminated plates. The strain-displacement relationships for the sector element are obtained by reducing those of the quadrilateral shell finite element by substituting proper values for the geometric parameters. Subsequently, the linear and tangent stiffness matrices are formulated using conventional methods. The Newton-Raphson method is employed as the nonlinear solution technique. The computer code developed is validated by solving an isotropic case for which results are available in the literature. The method is then applied to solve problems of cylindrically orthotropic circular plates. Some of the results of cylindrically orthotropic case are compared with those available in the literature. Subsequently, application is made to the case of laminated composite circular plates having different lay-up schemes. The computer code can handle symmetric/unsymmetric lay-up schemes. The large displacement analysis is useful in estimating the damage in composite plates caused by low-velocity impact.

An Efficient Robust Algorithm for the Surface-Potential Calculation of Independent DG MOSFET

Although the recently proposed single-implicit-equation-based input voltage equations (IVEs) for the independent double-gate (IDG) MOSFET promise faster computation time than the earlier proposed coupled-equations-based IVEs, it is not clear how those equations could be solved inside a circuit simulator as the conventional Newton-Raphson (NR)-based root finding method will not always converge due to the presence of discontinuity at the G-zero point (GZP) and nonremovable singularities in the trigonometric IVE. In this paper, we propose a unique algorithm to solve those IVEs, which combines the Ridders algorithm with the NR-based technique in order to provide assured convergence for any bias conditions. Studying the IDG MOSFET operation carefully, we apply an optimized initial guess to the NR component and a minimized solution space to the Ridders component in order to achieve rapid convergence, which is very important for circuit simulation. To reduce the computation budget further, we propose a new closed-form solution of the IVEs in the near vicinity of the GZP. The proposed algorithm is tested with different device parameters in the extended range of bias conditions and successfully implemented in a commercial circuit simulator through its Verilog-A interface.

Analysis of Lined Ducts With Mean Flow, With Application to Dissipative Mufflers

Mufflers with at least one acoustically absorptive duct are generally called dissipative mufflers. Generally, for want of systems approach, these mufflers are characterized by transmission loss of the lined duct with overriding corrections for the terminations, mean flow, etc. In this article, it is proposed that dissipative duct should be integrated with other muffler elements, source impedance and radiation impedance, by means of transfer matrix approach. Towards this end, the transfer matrix for rectangular duct with mean flow has been derived here, for the least attenuated mode. Mean flow introduces a coupling between transverse wave numbers and axial wave number, the evaluation of which therefore calls for simultaneous solution of two or three transcendental equations. This is done by means of a Newton-Raphson iteration scheme, which is illustrated here for square ducts lined with porous ceramic tiles.